Skip to main content

Download data from NEFIN, the Brazilian Center for Research in Financial Economics of the University of São Paulo (http://www.nefin.com.br/)

Project description

nefindata

Python and R packages to download data from NEFIN, the Brazilian Center for Research in Financial Economics of the University of São Paulo (http://www.nefin.com.br/)

Installation

The python package can be installed via pip. Run the following command:

pip install nefindata

Risk Factors

Collect data of risk factors such as Market Factor, SMB, WML, HML, IML and Risk Free.

Usage example:

from nefindata.risk_factors import get_risk_factors

factors = ['Mkt', 'SMB'] # for all factors, set it to 'all' or None
df = get_risk_factors(factors)
df_agg = get_risk_factors(factors, agg='month', agg_func='last')

Cost of Capital

Collect data of cost of capital for industrial sectors such as Basic Products, Construction, Consumer, Energy, Finance, Manufacturing and Other. Data is available for 1, 5, 10 and 20-year projects.

Usage example:

from nefindata.cost_capital import get_sector_cost_of_capital

sector = 'Basic'
df = get_sector_cost_of_capital(sector)
df_agg = get_sector_cost_of_capital(sector, agg='year', agg_func='last')

Other data

Similar functions get other data such as. The syntax is similar as above.

Next Steps

Include data downloaders from

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for nefindata, version 0.1.2
Filename, size File type Python version Upload date Hashes
Filename, size nefindata-0.1.2-py3-none-any.whl (11.7 kB) File type Wheel Python version py3 Upload date Hashes View
Filename, size nefindata-0.1.2.tar.gz (5.6 kB) File type Source Python version None Upload date Hashes View

Supported by

Pingdom Pingdom Monitoring Google Google Object Storage and Download Analytics Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page